People are all different, so the reasons for them believing in conspiracies cover a broad range of factors. In general, though, people tend to believe in conspiracies because of helplessness.I found that belief in conspiracy theories is strongly linked to insecurity about employment, alienation, lack of interpersonal trust, and minority status ...
Maybe it is because some conspiracy theories has some point and is also possible. It's interesting to know about conspiracy theories because some are imaginable but possible. Some conspiracy theories might be true or might be not. That's why some cases are still mystery to people, and some people even make up more conspiracy theories out of other theories.